I thought the stab them in the leg would be better than under the arm because if they can't run, they cannot escape, whatever your job is,

1) If it is to interrogate them, well they can't run,
2) If they were an armed threat you, you could dis-arm them and contain them,
3) And if you were supposed to assassinate them since they can't run you could do it any way you want to. (hey it's a spy exam, you have to think like one).